Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 408'769 | 408'769 | 51'625 CHF | 55'712 CHF | 99.39% | 99.39% |
19.11.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 464'394 | 464'394 | 51'725 CHF | 56'369 CHF | 99.26% | 99.26% |
18.11.2024 | 6.64% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 359'532 | 359'532 | 52'334 CHF | 55'929 CHF | 99.31% | 99.31% |
15.11.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'239 | 309'239 | 51'202 CHF | 54'294 CHF | 99.39% | 99.39% |
14.11.2024 | 5.80% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 313'701 | 313'701 | 52'536 CHF | 55'673 CHF | 99.35% | 99.35% |
13.11.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 312'902 | 312'902 | 52'408 CHF | 55'537 CHF | 99.37% | 99.37% |
12.11.2024 | 4.73% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 256'818 | 256'818 | 53'061 CHF | 55'629 CHF | 99.04% | 99.04% |
11.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'458 | 249'458 | 53'364 CHF | 55'859 CHF | 99.28% | 99.28% |
08.11.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 205'044 | 205'044 | 51'889 CHF | 53'939 CHF | 99.38% | 99.38% |
07.11.2024 | 2.32% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 127'933 | 127'933 | 54'637 CHF | 55'917 CHF | 99.26% | 99.26% |